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Implemented OnGetCandlesWebSocketAsync for BinanceGroup #692

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Merged
vslee merged 1 commit into from
Dec 2, 2021
Merged

Implemented OnGetCandlesWebSocketAsync for BinanceGroup #692

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32 changes: 32 additions & 0 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -1135,6 +1135,38 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
});
}

protected override async Task<IWebSocket> OnGetCandlesWebSocketAsync(Func<MarketCandle, Task> callbackAsync,
int periodSeconds, params string[] marketSymbols)
{
if (!marketSymbols.Any())
{
marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
}

var period = PeriodSecondsToString(periodSeconds);
var payload = marketSymbols.Select(s => $"{s.ToLowerInvariant()}@kline_{period}");
var url = $"/stream?streams={string.Join("/", payload)}";
if (url.Length > 2048)
{
throw new InvalidOperationException(
$"URL length over the limit of 2048 characters. Consider splitting instruments in multiple connections.");
}

return await ConnectPublicWebSocketAsync(url, async (_socket, msg) =>
{
JToken token = JToken.Parse(msg.ToStringFromUTF8());

if (token?["data"]?["k"] != null && token["data"]["s"] != null)
{
var candle = this.ParseCandle(token["data"]["k"], token["data"]["s"].ToStringInvariant(),
periodSeconds, "o", "h", "l", "c", "t",
TimestampType.UnixMilliseconds, "v", "q");

await callbackAsync(candle);
}
});
}

public async Task<string> GetListenKeyAsync()
{
JToken response = await MakeJsonRequestAsync<JToken>("/userDataStream", BaseUrlApi, null, "POST");
Expand Down